Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (Q1753051)
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English | Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes |
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Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (English)
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25 May 2018
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autoregressive sieve estimation
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bias correction
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double asymptotics
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fixed effects estimator
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